Orderbook Dataset

The dataset used in the paper is the Orderbook dataset, which contains high-frequency trading orderbooks collected from real stock markets.

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The json representation of the dataset with its distributions based on DCAT.
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Yingtao Luo, Chang Xu, Yang Liu, Weiqing Liu, Shun Zheng, Jiang Bian (2024). Dataset: Orderbook Dataset. https://doi.org/10.57702/c9fzx5ci

DOI retrieved: December 3, 2024

Field	Value
Created	December 3, 2024
Last update	December 3, 2024
Defined In	https://doi.org/10.1145/3534678.3539245
Author	Yingtao Luo
More Authors	Chang Xu Yang Liu Weiqing Liu Shun Zheng Jiang Bian